Quantifying uncertain system outputs via the multilevel Monte Carlo method — Part I: Central moment estimation
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Drainage density (D-d), defined as the total length of channels per unit area, is a fundamental property of natural terrain that reflects local climate, relief, geology, and other factors. Accurate measurement of D-d is important for numerous geomorphic an ...
This work proposes and analyzes a Smolyak-type sparse grid stochastic collocation method for the approximation of statistical quantities related to the solution of partial differential equations with random coeffcients and forcing terms ( input data of the ...
Society for Industrial and Applied Mathematics2008
Independent component analysis (ICA) is a powerful method to decouple signals. Most of the algorithms performing ICA do not consider the temporal correlations of the signal, but only higher moments of its amplitude distribution. Moreover, they require some ...
We perform a general optimization of the parameters in the Multilevel Monte Carlo (MLMC) discretization hierarchy based on uniform discretization methods with general approximation orders and computational costs. Moreover, we discuss extensions to non-unif ...
We develop a principled way of identifying probability distributions whose independent and identically distributed realizations are compressible, i.e., can be well approximated as sparse. We focus on Gaussian compressed sensing, an example of underdetermin ...
The fundamental nature of the brain's electrical activities recorded as electroencephalogram (EEG) remains unknown. Linear stochastic models and spectral estimates are the most common methods for the analysis of EEG because of their robustness, simplicity ...
Using Monte Carlo simulations for a semi-infinite medium representing a skeletal muscle tissue, it is demonstrated that the zero- and first-order moments of the power spectrum for a representative pixel of a full-field laser-Doppler imager behave different ...
The spatially resolved reflectance of turbid media is studied at short source–detector separations (approximately one transport mean free path) with Monte Carlo simulations. For such distances we found that the first and second moments of the phase functio ...
Recently, new sampling schemes were presented for signals with finite rate of innovation (FRI) using sampling kernels reproducing polynomials or exponentials. In this paper, we extend those sampling schemes to a distributed acquisition architecture in which ...
In this study, we derive a fast, novel time-domain algorithm to compute the nth-order moment of the power spectral density of the photoelectric current as measured in laser-Doppler flowmetry (LDF). It is well established that in the LDF literature these mo ...